+40.0%
T vs TEM
+101.4%
-61.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.3% | +0.6% |
| 7D | +2.6% | +3.5% | -1.0% | +2.7% |
| 30D | -1.1% | +13.5% | -14.6% | -0.8% |
| 3M | -7.7% | +46.3% | -54.0% | -7.1% |
| 6M | -10.6% | +61.5% | -72.2% | -9.8% |
| YTD | -7.5% | +36.4% | -43.9% | -6.6% |
| 1Y | -7.4% | +12.2% | -19.6% | -6.6% |
| All | +40.0% | +101.4% | -61.4% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling